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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~subject:"Black-Scholes-Modell"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Black-Scholes-Modell
Panel
Estimation theory
125
Schätztheorie
125
Time series analysis
34
Zeitreihenanalyse
34
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Estimation
21
Regression analysis
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Regressionsanalyse
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Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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State space model
10
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10
Bayes-Statistik
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9
Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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Maximum likelihood estimation
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Panel study
8
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Risk measure
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Boubaker, Heni
2
Omay, Tolga
2
Aghdam, Y. Esmaeelzade
1
Akira Toda, Alexis
1
Aloy, Marcel
1
Andreasen, Martin Møller
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Azencott, Robert
1
Bakhshandeh, M.
1
Bartolucci, Francesco
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Cagnone, Silvia
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Chang, Sheng-kai
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Choudhry, Taufiq
1
Dempsey, Michael
1
Filipović, Damir
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gloter, Arnaud
1
Gómez-Aguilar, J. F.
1
Hafner, Christian M.
1
Hasanov, Mübariz
1
Härdle, Wolfgang
1
Iren, Perihan
1
Khorunzhina, Natalia
1
Lee, Roger
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Liu, Zhi
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Mancini, Cecilia
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Mesgarani, H.
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Otero, Jesús G.
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Qian, J. B.
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Ren, Peng
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Richard, Jean-François
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Santos, Antonio A. F.
1
Shin, Yongcheol
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Smith, Jeremy
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Strumann, Christoph
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Computational economics
Finance and stochastics
Journal of econometrics
293
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
85
Discussion paper / Tinbergen Institute
54
The econometrics journal
53
Econometric theory
47
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Economic modelling
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Discussion paper series / IZA
31
CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo working papers
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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Cambridge working papers in economics
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Cowles Foundation discussion paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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NBER Working Paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Working paper
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Applied economics
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NBER working paper series
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European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Finance research letters
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Journal of banking & finance
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Journal of financial econometrics
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Quantitative finance
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SFB 649 discussion paper
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ECONIS (ZBW)
29
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1
The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
2
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
3
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
4
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
5
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
6
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
7
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
8
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
9
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
10
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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